I'm always trying to find different ways to exercise (currently playing lots of Wii - that counts, right?) but I find the problem of after a few weeks to a month I lose motivation, get distracted and move on to something else.

Take breaks. As long as you trust yourself to get back into it. I don't really fit the demographic of somebody who has ever lost a lot of weight because I've never gained a lot. My usual pattern is 6-9 months working out then 3-6 off (if you start in relatively good shape, after about 4 months you stop seeing results and workouts become maintenance). The results go a long way to motivate me so I take breaks.
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Evan PlaiceMar 20 '11 at 20:24

5 Answers
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Because they give you something to focus on, you can measure if you're making progress towards it and it can be very gratifying to accomplish them!

For example when running I'm using MiCoach from Adidas, though any performance monitoring gadget will do. It allows me to keep track of my progress and see how well I sticked to my workout.

It also keeps track of overall statistics and gives 'achievements' when you hit a certain milestone. But off course, you can use several metrics to keep you motivated:

try to run longer,

try to run faster,

lift more weights,

do more repetitions.

Just measuring your exercise and using it to set goals can be a great motivator, especially when you can't exercise in a group! But off course, this isn't suited for everyone. You need intrinsic motivation to keep this up. Otherwise, I agree with the rest: go run in groups!

It usually comes down to a personal preference, but this is what worked for me.

Start doing a sport that involves continual learning of a skill.

It can be a team sport, or a martial art, if you don't want/don't have the opportunity to do team sports. I get bored very easily by repetitive exercises like running or swimming, but getting into Muay Thai and boxing kept me going for a few years so far.

Exercise in a group, or with a partner.

Don't underestimate this one. Your ability to push yourself increases if there are other people, who train with you. In the gym where I go, people are paired up in class: one is holding the pads/mits for a round, another one is doing the drill for a round, then swap. I, for one, have a much higher slack-off rate if I'm training alone.

One tip I've heard about is to reward yourself, but not in an unhealthy way of course. Things like letting yourself hang out with friends only if you follow your excercise schedule, or going to see a movie in the weekend.

Also, try telling your friends and relatives about your goal. The social pressure might persuade you to keep excercising.